Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ryder System Inc. Deferred Compensation (93005) Tactical Asset Allocation Moderate | NA | -15.43% | -0.75% | 0.72% | 4.47% | 6.22% | NA | 6.15% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ryder System Inc. Deferred Compensation (93005) Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.56 | -15.43 | -0.75 | 0.72 | 4.47 | 6.22 | NA | 6.15 | -17.34 | 11.88 | 3.19 | -0.40 | 3.51 | 15.56 | 1.82 | 3.00 | 4.92 | 19.94 | -10.39 | 9.70 | 20.23 | 9.32 | 13.54 | 29.24 | -7.55 | 1.67 |
| Sharpe Ratio | NA | -1.01 | -0.20 | -0.08 | 0.36 | NA | NA | 0.46 | -1.01 | 2.39 | 0.66 | -0.08 | 0.61 | 2.11 | 0.29 | 0.24 | 0.29 | 1.43 | -1.76 | 0.46 | 1.48 | 0.85 | 1.16 | 3.00 | -1.22 | -1.14 |
| Standard Deviation(%) | NA | 18.48 | 11.33 | 9.44 | 10.83 | NA | NA | 10.25 | 18.48 | 4.70 | 4.53 | 5.32 | 5.68 | 7.37 | 6.16 | 12.52 | 16.96 | 13.84 | 6.45 | 14.58 | 11.42 | 8.43 | 10.89 | 9.51 | 7.11 | 0.56 |
| Draw Down(%) | NA | 23.01 | 23.01 | 23.01 | 23.01 | NA | NA | 23.01 | 23.01 | 2.19 | 4.20 | 5.54 | 4.96 | 5.19 | 6.09 | 11.31 | 16.97 | 6.88 | 11.57 | 10.40 | 12.84 | 6.41 | 7.81 | 3.49 | 8.36 | 0.29 |
| Yield(%) | NA | 1.93 | 1.55 | 1.90 | 2.27 | NA | NA | 2.77 | 1.92 | 0.17 | 2.31 | 2.25 | 2.84 | 3.49 | 3.36 | 2.06 | 1.58 | 2.64 | 0.60 | 6.20 | 6.80 | 2.57 | 4.58 | 1.47 | 2.53 | 2.44 |
Data as of 10/31/2018, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ryder System Inc. Deferred Compensation (93005) Tactical Asset Allocation Moderate |
-0.71%
Oct 2015 - Oct 2018 |
0.52%
Nov 2013 - Nov 2018 |
4.47%
Oct 2008 - Oct 2018 |
6.07%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ryder System Inc. Deferred Compensation (93005) Tactical Asset Allocation Moderate |
21.31%
Apr 2003 - Apr 2006 |
17.43%
Oct 2002 - Oct 2007 |
10.25%
Apr 2003 - Apr 2013 |
8.88%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart